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PCE6101 Linear and Nonlinear Systems Theory
PCE6101 Linear and Nonlinear Systems Theory
Technology University
ASTU
Department of EPCE
1. Introduction: Definition
What is a System?
- Consisting of some components Material
(parts or elements)
- Existing relationship between
components
- Achieving a specific purpose System
as a whole
Energy Information
Environment
1
Cont…
Simple representation of I/O
relationship of a system
Environment
Cont…
Electric heater
Objective: adjusting indoor
temperature
Components: heater coil, fan
& motor, SCR, thermocouple,
case, cable , dial, etc.
Relation: expressed by some
mathematical models
2
Cont…
Fan &
Thermo- Motor
couple Heater AC
(t) coil power
m(t) SCR
Controller r(t)
u(t)
Cont…
Relation between
components
3
Cont…
AC Power Source
Sensor
Feedback Signal (thermocouple)
DC control signal
(-10V~+10V)
AC Power(110V/220V)
Cont…
AC Power Source
Reference Error Actuating Signal Power Signal Output
Input Signal
e(t) u(t) m(t) (t)
r(t)
+ 50
2 10
- s+0.1
0.02
Feedback Signal
4
Cont…
Heating Calorifier
u(t) yr(t)
C o n t ro l l e r
y(t)
Cont…
Setpoint Error Actuating Signal Steam Output
(Reference Signal u(t) Flowrate y(t)
Input) e(t) Pneumatic m(t) Heater
yr(t) + Controlle
Control Exchanger
- r
Valve
Sensor
Feedback Signal (Transmitter)
5
Cont…
Tank level control
Level
Unit
sensor
u(t)
(t)
u(t)
qi(t)
qi(t)
qo(t)
Cont…
ym(t) Level
Sensor
6
Cont…
Cont…
Blood sugar
Blood pressure
Temperature
Digestion
Nervous system
Posture control
Blood sugar level
7
Cont…
Control is a hidden technology
When it works well, nobody notices!
Fields Loops Types
Espresso machine 1 or 2 temp., pressure
Automobile 5~20 speed, door, etc
Mars rovers 10~20 navigation, etc
Aircraft 50 or more auto landing, etc
Process control 100~1000 level, pressure, etc
Cont…
Mixing two or more chemical
materials to make another
material
Removing Heat generated in
reaction process
8
Cont…
LNG regasification:
-162C liquid at room
temperature
Use seawater or air as
heating source
Cont…
Unstable system
Measuring tilt angle and angular speed
and driving wheel motors
Different speed for each wheel
9
Cont…
Conventional Control Techniques
Control systems consist of the plant (or process), actuator,
controller, and sensor. Energy
Open-loop u(t) y(t)
2. Signals
(Definition) Rectangular pulse function
The rectangular function is a function that produces
a rectangular-shaped pulse with a width of and a
height of 1/ at t0.
1
, t0 t t0
(t t0 )
0 , elsewhere
Area= 1
10
Cont…
(Definition) Impulse(delta) function
If approaches zero, the rectangular pulse function
becomes impulse at t0.
(t t0 ) im (t t0 ) (t-t0)
0 1
, t t0
0, t t0 t
0 t0
Cont…
The impulse function satisfies the following
conditions:
f(t0)
(1)
(t t0 )dt 1 f(t)
t
(2) f (t ) (t t0 )dt 0 t0
f (t0 )
(t t0 )dt (t-t0)
f (t0 ) t
0 t0
11
Cont…
(Definition) Periodic function
A function is said to be periodic with period T if the
following is true:
Cont…
For example, sin(x) is a periodic function with a period
T= 2.
sin(x+2)= sin(x)
12
Cont…
(Definition) Orthogonal signal
A set of signals {n(t)} are said to be orthogonal on
0 t T if
T 0, n m
0 n (t )m* (t )dt
Kn , n m
Cont…
Example 1: Show that 1(t) and 2(t) are orthogonal
at t[0,2].
1(t) 2(t)
1 1
t t
0 1 2 0 1 2
13
Cont…
1(t) 2(t)
1 1
t t
0 1 2 0 1 2
(2) When n= m= 2
2 2
0 2 (t )2* (t )dt 1 (1)(1)dt 1 K 2
Cont…
1(t) 2(t)
1 1
t t
0 1 2 0 1 2
(3) When n= 1, m= 2
2 1 2
0 0
1 (t )2* (t )dt (1)(0)dt 1 (0)(1)dt 0
(4) When n= 2, m= 1
2 1 2
0 0
2 (t )1* (t )dt (0)(1)dt 1 (1)(0)dt 0
14
Cont…
2 0, n m
0 n (t )m* (t )dt
1, n m
3. System Classification
(Definition) Linear and nonlinear systems
A system is said to be linear if it satisfies the
superposition property. Otherwise it is said to be
nonlinear.
S{1u1(t)+2u2(t)}= 1S{u1(t)}+2S{u2(t)}
15
Cont…
Example 2: Show that the superposition property
holds
du (t ) 2
(1) y (t ) 2 (2) y (t ) u (t )
dt
(3) y (t ) ay (t ) bu (t ), x(t0 ) 0
Solution: (1) If y1(t) and y2(t) are the outputs of the
system for the inputs u1(t) and u2(t), respectively
du1 (t ) du2 (t )
y1 (t ) 2 y2 (t ) 2
dt dt
Cont…
The output of the system for the combined input of
1u1(t)+ 2u2(t) yields
d [1u1 (t ) 2 u2 (t )]
y (t ) 2
dt
d [1u1 (t )] [ u (t )]
2 2 2 2
dt dt
du (t ) u (t )
1 2 1 2 2 2 1 y1 (t ) 2 y2 (t )
dt dt
Linear
16
Cont…
(2) If y1(t) and y2(t) are the outputs of the system for
the inputs u1(t) and u2(t),
y1 (t ) u12 (t ) y2 (t ) u22 (t )
The output of the system for the combined input
1u1(t)+2u2(t) yields
y (t ) [1u1 (t ) 2 u2 (t )]2
12 u12 (t ) 21 2 u1 (t )u2 (t ) 22 u22 (t )
1u12 (t ) 2 u22 (t ) Nonlinear
Cont…
(3) The solution of the ODE is
y (t ) ay (t ) bu (t ), x(t0 ) 0
t
y (t ) 0 e a ( t ) bu ( ) d
If y1(t) and y2(t) are the outputs of the system for the
inputs u1(t) and u2(t),
t
y1 (t ) 0 e a (t ) bu1 ( )d
t
y 2 (t ) e a ( t ) bu 2 ( ) d
0
17
Cont…
The output of the system for the combined input
1u1(t)+ 2u2(t) yields
t
0 e
a (t )
y (t ) b[1u1 ( ) 2 u2 ( )]d
t t
1 0 e a (t ) bu1 ( ) d 2 0 e a (t ) bu2 ( )d
1 y1 (t ) 2 y2 (t )
Linear
Cont…
(Definition) Time-invariant (TI) and Time-varying
(TV) systems
TI system: If the input u(t-) shifted by is applied,
the output is shifted by but the output shape does
not change.
TV system: output shape changes
u(t) TI y(t)
system
18
Cont…
u(t) TV y(t)
systems
Cont…
(Definition) Static and dynamic systems
Static system- The output y(t) is affected by the
present input u(t).
Dynamic system- The output depends on the
present input as well as the past input and past
output.
y(t)= S{u(t)}
19
Cont…
u(t) Dynamic y(t) e.g. yሶ (t)= -y(t)+u(t), y(0)
system
y (t ) e at y (0)
t
0 e
a ( t )
bu ( ) d
u(t) y(t)
System
20
Cont…
Response for any input
u(t) y(t)= S{u(t)}
System
u(t) is represented by a u (t ) u (ti ) (t ti )
sequence of pulses. i
u(t)
(t ti )
1/
ti ti+1 ti
Cont…
Thus, y(t) excited by u(t) is given by
y (t ) s{ u (ti ) (t ti )}
i
s{ (t ti )}u (ti )
i
If 0, then d, ti=
y (t ) s{ (t )}u( )d
h(t , )u ( )d
21
Cont…
Linear Time-Varying (LTV) system
y (t ) h(t , )u( )d : convolution integral
Cont…
time
t0 t
initial time current time
If a LTI system is relaxed and causal,
t
y (t ) t h(t )u( )d
0
22
Cont…
For example, the impulse response h(t) and an input
u(t) are given by
h(t ) e 2t , t 0 t
u (t ) 1, t 0
y (t ) 0 h(t )u ( )d
h(t) h(-)
1
t
h() h(t-)
t
Cont…
1) When t < 0
t
y (t ) 0 h(t )u( )d
t
h(t ) 0d 0
0
h(t-) u()
1
t 0
23
Cont…
2) When t 0
t t
0 e 2(t ) d e 2t 0 e
2
y (t ) d
e 2t 2 t 1 2t 2t 1
= e e ( e 1) (1 e 2t )
2 0 2 2
h(t-) u()
0 t
Cont…
Thus
1 2t
(1 e ) for t 0
y (t ) 2
0 for t 0
y(t)
1/2
t
0
24
5. Fourier Series
x1(t)
x2(t)
x3(t)
x(t)= a1x1(t)
+a2x2(t)
+a3x3(t)
Cont…
1 Scope1
Sine Wave1 Gain1
Scope3
25
Cont…
sin(t )
Time domain
+
5sin(5t )
x(t ) sin(t )
5sin(5t ) 3sin(15t )
3sin(15t )
Cont…
x(t ) sin(t ) 5sin(5t ) 3sin(15t )
Frequency domain
14
12
10
|X(f)| 8
f=
2 6
0
0 2 4 6 8 10
f[Hz]
26
Cont…
Review of complex z= a+jb
Im
z= a+jb, j= −1 b
z*= a-jb
Re
b 0 a
z a 2 b 2 0, z tan 1 ( )
a
zz*= (a+jb)(a-jb)= a2+b2= |z|2
e j cos( ) j sin( )
e j cos( ) j sin( )
Cont…
(Question) When a signal f(t) is expressed as a linear
combination of N known orthogonal signals {n(t)}, n=
1,2, ..., N and t[0,T], how do we set f1, f2, ..., fN to be
best?
N
f (t ) f11 (t ) f 22 (t ) ... f N N (t ) fnn (t )
n 1
Defing the error as
N
e(t ) f (t ) fnn (t )
n 1
27
Cont…
If we define the integral of the squared error as
N N
fn*n* (t )dt
T T
0 0
2
f (t ) dt f (t )
n 1
N T N N
0 fn*n* (t )dt
T
0 f * (t )
n 1
f nn (t )dt
n 1
f nn (t )
n 1
2
e(t ) e(t )e* (t )
Cont…
Last term of integral becomes
T N N N N
0 0
T
f nn (t ) f n*n* (t )dt f n f m*n (t )m* (t )dt
n 1 n 1 n 1 m 1
N
fn
2
K n2
n 1
T 0, n m
0 n (t )m* (t )dt
Kn , n m
28
Cont…
Substituting the result yields
N N N
fn
T T T
0 0 0
2 2
J f (t ) dt f (t ) f n*n* (t )dt f * (t ) f nn (t )dt Kn
n 1 n 1 n 1
N N N
fn* 0 fn 0 fn
T T T
0
2 2
f (t ) dt f (t )n* (t )dt f * (t )n (t )dt Kn
n 1 n 1 n 1
N
[ fn* 0
T T T
0 0
2 2
f (t ) dt f (t )n* (t )dt f n f * (t )n (t )dt f n K n ]
n 1
2 2
N
1 0 1
[
T T T
0 0 0
2
f (t ) dt Kn fn f (t )n* (t )dt f (t )n* (t )dt ]
n 1 Kn Kn
Cont…
Thus, if fn is set by
1 T
fn
Kn 0 f (t )n* (t )dt , n 1, 2,..., N
29
Cont…
(Summary) A signal f(t) can be represented by a
linear combination of N orthogonal signals {n(t)},
(n= 1,2, ..., N and t[0,T]) and is best when fn is as
follows:
N
f (t ) fnn (t ) : Fourier
series
n 1
1 T
where f n
Kn 0 f (t )n* (t )dt : Fourier
coefficient
Cont…
For example, consider f(t)= sin(t) and two orthogonal
signals 1(t), 2(t), t[0, 2].
sin(t) 1(t) 2(t)
1 1
1
t t t
0 1 2 0 1 2 0 1 2
When n= m= 1 and n= m= 2
2 2
0 0
1 (t )1* (t )dt 2 (t )2* (t )dtdt 1 K1 K 2
Otherwise
2 2 1(t) and 2(t) are
0
1 (t )2* (t )dt 2 (t )1* (t )dtdt 0 orthogonal.
0
30
Cont…
1(t)
1 2
1 f1
K1 0 f (t )1* (t )dt
t
0 1 2 1
0 sin( t )dt
sin(t)
1
1 cos( t )10
t
0 1 2
1 2
(1 1)
Cont…
2(t)
1 2
f2 0 f (t )2* (t )dt
1
K2
t
0 1 2
2
1 sin( t )dt
sin(t)
1
1 cos( t )12
t
0 1 2
1 2
(1 1)
31
Cont…
Thus
2
f (t ) fnn (t ) f11 (t ) f22 (t )
n 1
2 2
(t ) 2 (t )
1
1 No methods
0.5 can represent
sin(t) & f(t)
f(t) more
0
accurately
-0.5 with 1(t) and
-1 2(t).
0 0.5 1 1.5 2
t
Cont…
Complex exponential (Eulers formula)
e j cos( ) j sin( )
| e j | cos 2 ( ) sin 2 ( ) 1
sin( )
e j tan 1 ( )
cos( )
tan 1 (tan( ))
32
Cont…
Consider a set of signals
Cont…
Orthogonality check
(1) When n= m
t0 T t0 T
t 0
n (t )m* (t )dt t 0
e jn0t e jn0t dt
t0 T
t 0
(1)dt T
Kn= T
33
Cont…
(2) When n m,
t0 T t0 T
t 0
n (t )m* (t )dt t 0
e jn0t e jm0t dt
t0 T 1 t T
t 0
e j ( n m)0t dt e j ( n m)0t 0
j (n m)0 t0
1
[e j ( n m )0 (t0 T ) e j ( n m )0t0 ]
j (n m)0
1
[e j ( n m )0t0 e j ( n m )0t0 ] 0
j (n m)0
They are orthogonal signals.
Cont…
(Question) Given a set of orthogonal and periodic
signals n (t ) e jn0t (n 0, 1, 2,...), when a signal
f(t) is expressed as a linear combination of
34
Cont…
Applying the results obtained earlier,
1 T
fn
Kn 0 f (t )n* (t )dt
1 t0 T
T t 0
f (t )e jn0t dt
If the above fn is set, the left and right sides are almost
equal.
f (t ) f (t ) ... f 00 (t ) ... f (t )
f nn (t )
n
Cont…
Summary: A signal f(t) can be represented by a
linear combination of infinite signals {n(t)= ejn t} 0
35
Cont…
Example 3: Express f(t) using a set of complex
exponential signals {n(t)= ejn0t}.
f(t)
1, 0 t 1 1
f (t )
1, 1 t 2
t
0 1 2
-1
1 t0 T
fn
T t 0
f (t )e jn0t dt
Cont…
1 t0 T
fn
T t0 f (t )e jn0t dt
1 1 1 2
2 0 (1)e jn t dt
2 1
(1)e jn t dt
1
(1 2e jn e j 2 n )
j 2n
Thus
f (t ) f n e jn0t
n
1
j 2n
(1 2e jn e j 2 n )e jn0t
n
36
Cont…
0.7
|Fn|
0.6
0.5
0.4
0.3
0.2
0.1
0
-40 -30 -20 -10 0 10 20 30 40 0n= n
6. Fourier Transform
Complex Fourier series 2
0 2 f
T
1 T /2
f (t ) fn e jn0 t
[T T /2 f (t )e jn t dt ]e jn t 0 0
n n
n
1
[ f (t )e
jt
dt ]e jt d
2
37
Cont…
Summary: Fourier Transform
Express f(t) as a linear combination (sum or integral)
of orthogonal signals
1
f (t )
2
F ( )e jt d
F ( )
f (t )e jt dt
Cont…
function [f, mag]= MyFft(x,fs)
% MYFFT computes the FFT of a vector signal x
%
n= fix(log2(length(x)));
N= 2^n;
fftx= fft(x,N); % Calculate the FFT X(f)
numpts= ceil((N+1)/2); % Number of data points taken
fftx= fftx(1:numpts); % Select X(f) of numpts
mag= abs(fftx)/fs; % Calculate scaling magnitude of X(f)
f= (0:numpts-1)*fs/N; % Calculate frequency f[Hz]
38
Cont…
For example, x(t)= 2sin(2t)+0.4cos(13t), f= /2
x(t) 2 |X(f)| 10
8
1
6
0
4
-1
2
-2
-3 0
0 5 10 15 20 0 5 10 15 20 25
t f
7. Laplace Transform
Fourier Transform
2
F ( ) f (t )e jt dt 2 f
T
Laplace Transform
L{ f (t )} F ( s ) 0 f (t )e st dt
39
Cont…
Simple functions
f(t) F(s) function
(t) 1 impulse
1 1/s unit step
t 1/s2 ramp
eat 1/(s-a) exponential
e-at 1/(s+a) “
te-at 1/(s+a)2
Cont…
Time shift
L{f(t-L)}= e-LsF(s)
Differential function
df (t )
L{ } sF ( s ) f (0)
dt
d n f (t )
L{ n
} s n F (s) When all initial conditions
dt
are zero
40
Cont…
Integral function
F ( s) 1
L{ f (t )dt}
s
s
f (t )dt |t 0
Cont…
Example 4: Find the LT of
de(t )
(1) u (t ) K p e(t ) K i e(t )dt K d
dt
(2) y (t ) 2 y (t ) u (t L)
Solution: (1) Taking the LT
K
U ( s ) K p E ( s ) i E ( s ) K d sE ( s )
s
K
( K p i K d s) E (s)
s
41
Cont…
(2) Taking the LT on the both sides yields
y (t ) 2 y (t ) u (t L)
sY ( s ) 2Y ( s ) e LsU ( s )
Y ( s ) e Ls
U (s) s 2
Cont…
Example 5: Find the LT of the system and then
sketch the response for u(t)= sin(t). The initial value
is zero.
y (t ) 2 y (t ) 3u (t )
Solution: Taking the Laplace transform yields
( s 2)Y ( s ) 3U ( s )
Y ( s) 3 U(s) 3 Y(s)
G (s)
U ( s) s 2 s2
42
Cont…
3 3 3
G ( j ) G ( j )
s 2 s j j 2 2 4
2
G ( j )
1.5
0.5
0
-2 -1 0 1 2
10 10 10 10
10
Cont…
-2 -1 0 1 2
-1 10 10 10 10 10 -1
0 5 10 0 5 10
43
Cont…
Final value theorem
Cont…
Example 6: Given the Laplace transform of y(t), find
y(0) and y().
3s 2
Y (s)
s ( s 1)( s 2)
Solution: (1) find y(0)
3s 2
lim y (t ) lim sY ( s ) lim
t 0 s s ( s 1)( s 2)
3 / s 2 / s2
lim 0
s (1 1 / s )(1 2 / s )
44
Cont…
(2) find y()
lim y (t ) lim sY ( s )
t s 0
3s 2
lim 1
s 0 ( s 1)( s 2)
Cont…
Example 7: Given the following ODE and u(t)= 1 (t >
0), find y(). All ICs are 0.
y (t ) 2 y (t ) 3 y (t ) 4u (t )
Solution: Taking the LT becomes
s 2Y ( s ) 2 sY ( s ) 3Y ( s ) 4U ( s )
4
Y (s) 2 U ( s ) and
s 2s 3
1
U ( s)
s
45
Cont…
4 4 1
Y (s) U (s)
s 2 2s 3 s 2 2s 3 s
lim y (t ) lim sY ( s )
t s 0
4 4
lim
s 0 s 2 2s 3 3
Cont…
Example 8: Given the following ODE and u(t)= e-t
(t > 0), find y(). All ICs are 0.
y (t ) 3 y (t ) 2u (t )
t
Solution: Taking the LT becomes 2
2 y (t ) u (t )
sY ( s ) 3Y ( s ) 3
s 1
2
Y ( s)
( s 3)( s 1)
2
lim y (t ) lim sY ( s ) lim s 0
t s 0 s 0 ( s 3)( s 1)
46
Q&A
47